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» Introduction to Randomized Algorithms
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WSC
2001
15 years 5 months ago
Efficient simulation for discrete path-dependent option pricing
In this paper we present an algorithm for simulating functions of the minimum and terminal value for a random walk with Gaussian increments. These expectations arise in connection...
James M. Calvin
ALGORITHMICA
2010
112views more  ALGORITHMICA 2010»
15 years 3 months ago
On Metric Clustering to Minimize the Sum of Radii
Abstract Given an n-point metric (P,d) and an integer k > 0, we consider the problem of covering P by k balls so as to minimize the sum of the radii of the balls. We present a r...
Matt Gibson, Gaurav Kanade, Erik Krohn, Imran A. P...
129
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CORR
2008
Springer
78views Education» more  CORR 2008»
15 years 3 months ago
Spread Codes and Spread Decoding in Network Coding
In this paper we introduce the class of Spread Codes for the use in random network coding. Spread Codes are based on the construction of spreads in finite projective geometry. The ...
Felice Manganiello, Elisa Gorla, Joachim Rosenthal
167
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ALGORITHMICA
2006
161views more  ALGORITHMICA 2006»
15 years 3 months ago
The Expected Size of the Rule k Dominating Set
Dai, Li, and Wu proposed Rule k, a localized approximation algorithm that attempts to find a small connected dominating set in a graph. In this paper we consider the "average...
Jennie C. Hansen, Eric Schmutz, Li Sheng
AAECC
2002
Springer
116views Algorithms» more  AAECC 2002»
15 years 3 months ago
A Computer Proof of a Series Evaluation in Terms of Harmonic Numbers
A fruitful interaction between a new randomized WZ procedure and other computer algebra programs is illustrated by the computer proof of a series evaluation that originates from a ...
Russell Lyons, Peter Paule, Axel Riese